+41.2%
USB vs RMBS
+250.7%
-209.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.4% | -0.3% | +1.8% | +1.5% |
| 30D | -1.3% | -12.2% | +10.9% | +0.3% |
| 3M | +15.2% | -49.5% | +64.8% | +25.3% |
| 6M | +18.8% | -7.1% | +26.0% | +14.9% |
| YTD | +21.0% | -7.0% | +28.0% | +15.7% |
| 1Y | +34.0% | +13.3% | +20.7% | +21.5% |
| 3Y | +95.3% | +49.2% | +46.1% | +59.5% |
| All | +41.2% | +250.7% | -209.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling